5/6/2013 6:08 AM PDT BY TMZ STAFF

EXCLUSIVE

Patrick Schwarzenegger won't be back ... to The Sayers Club ... 'cause Arnold's 19-year-old son was KICKED OUT of the nightclub on Saturday and threatened to "beat the f**k out of the DJ" ... and TMZ has the footage.

Our cameras were rolling outside the club Saturday night ... when Patrick went on the rampage, bitching about the DJ to anyone who would listen.

"I'm gonna go beat the f**k out of the DJ," he told a group of friends while outside the club.

He then continued complaining to another friend, "Everyone around me wants to beat the f**k out of the DJ ... [it sounds like Patrick says 'gay boy'] ... I'll beat the f**k out of him."

"He kicks everybody out of his table, losing money for the club, losing money for the owner."

It's unclear WHY Patrick was kicked out of the club ... or even why he was allowed INSIDE the club in the first place, considering he's only 19.

But as Patrick tries to get into an SUV to leave the scene, he's DENIED by the driver -- and Patrick proceeds to condescendingly wave his hand in the driver's face. Another diva moment.

You know who WASN'T kicked out of a nightclub Saturday night? Joseph Baena.